Hi,

I have successfully compiled the RInside qtdensity example on Windows with the 
following packages:

 - R-2.15.3-win binary distribution
 - Qt 4.8.4 binary distribution (qt-win-opensource-4.8.4-mingw.exe)
 - MinGW with gcc 4.4.0
 - Rtools version 3.0.0.1927 Cygwin utilities
 - Rcpp_0.10.2.tar.gz from CRAN
 - RInside_0.2.10.tar.gz from CRAN

The Rtools pre-4.6.3 gcc compiler was not used. Rcpp and RInside had to be 
installed from source under R i386 with INSTALL_opts=c("--no-multiarch") to 
prevent x64 compilation, which didn't work with gcc 4.4.0.

The included qtdensity.pro file worked perfectly with qmake && make.

Thanks to Dirk Eddelbuettel and Theodore Lytras for their earlier suggestions 
on this list.

- John
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